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Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory
16 references·8 citing·26 second hop
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this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1921Risk, Uncertainty and Profit9,962 cited
  • 2002Risk Aversion and Incentive Effects5,973 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1973A Treatise on Probability2,575 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 2000Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk1,902 cited
  • 1992Recent developments in modeling preferences: Uncertainty and ambiguity1,795 cited

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  • 2000Risk Aversion and Expected-utility Theory: A Calibration Theorem1,623 cited
  • Cited by

    • 2022Composition rules in original and cumulative prospect theory18 cited
    • 2019The variable precision method for elicitation of probability weighting functions12 cited
    • 2009Eliciting Beliefs: Theory and Experiments12 cited
    • 2023A criticism of Bernheim & Sprenger's (2020) tests of rank dependence11 cited
    • 2023On the empirical validity of cumulative prospect theory: A response to the Wakker commentaries5 cited
    • 2024Incentive contracts when agents distort probabilities5 cited
    • 2014A Dual Approach to Ambiguity Aversion4 cited
    • 2021A Model of Anchoring and Adjustment for Decision-Making under Risk3 cited